Hello Christopher,
First of all, you need to have a programming background, on VBScript(to develop with eMbedded Visual Basic) and on C(to develop with eMbedded Visual C). The tools that you will need are:
This tools are the basic that every Windows CE developer needs to have, if you got more experienced you're going to need a Assembler and a Disassembler that will help you too much to understand better how your processor works.
To get a programming background(that will be needed, of course) I suggest you this: C
I'm just starting to looking into programming for my Jornada 720 and appreciate the tool list. You might find http://www.wabasoft.com/howto_build_ce.shtml helpful as a guide what to do with the above resources.